中国利率期限结构的理论与实证研究——基于无套利DNS模型和DNS模型

随着中国利率市场化进程的推进和利率衍生产品的丰富,利率作为证券定价的核心变量之一,如何对其进行有效预测成为资产定价的关键。无套利DNS利率模型是在DNS模型的基础上发展而来,理论研究表明它是受约束的高斯仿射过程。本文以2005-2012年上交所国债价格月度数据隐含的利率期限结构为样本,利用准极大似然法对无套利DNS模型和DNS模型进行估计,研究结果表明:无套利DNS模型兼顾了仿射利率模型的无套利条件和DNS模型实证效果;它保持了DNS模型的预测优势,所有期限的预测误差都在1.5个基点以内;模型常数调整项的特征是随着利率期限的延长,调整力度逐步增强。     

基于企业生命周期的组织创新要素与技术创新要素协同模式研究

为解决我国企业技术创新高投入低产出的问题,本文提出了同时实施与技术创新具有互补性的组织创新的必要性。以组织创新与技术创新内部复杂相关关系作为研究对象,深入分析了不同企业生命周期阶段组织创新与技术创新协同的不同导向关系。构建企业出生、成长、成熟与蜕变阶段的组织创新要素与技术创新要素协同模型,并应用129家企业的问卷调研数据对理论模型进行验证。研究将有助于管理者深入理解企业不同生命阶段的创新行为,并据此科学地实施组织创新与技术创新来延长企业的生命周期。     

基于知识流动的软件需求开发双因素模型

软件需求开发本质上是知识流动的过程。基于需求开发知识流动的发生过程,从双因素理论的视角,将影响软件需求开发过程中知识流动的各种因素归纳为保障因素和促进因素两大类,提出了需求开发知识流动的"双因素"模型,并对各类因素及其相互关系进行了较为详细的论述。     

创新能力与创新型企业评价研究

将创新能力在创新型企业形成过程中的关键作用作为研究基础,认为创新能力是创新型企业的本质及生存发展的基础,因此,在评价创新型企业时,必须将创新能力的评价置于核心地位。在专家访谈和因子分析方法的基础上对这一假设进行了验证,发现创新能力的一些基本维度,如创新资源与投入、创新过程管理与激励控制等都能够进入创新型企业的评价体系。最后,给出一个基于创新能力形成过程的创新型企业的评价标准和评价体系。     

Psychometric analysis of the UK Health and Safety Executive's Management Standards work-related stress Indicator Tool

Abstract

Numerous tools have been developed that attempt to measure work-related stress and working conditions, but few practical instruments in the literature have been found to have a reliable psychometric factor structure. In the UK, the Health and Safety Executive (HSE) Management Standards (MS) Indicator Tool is increasingly used by organizations to monitor working conditions that can lead to stress. In Health and Safety Executive (2004), a factor analysis was conducted demonstrating the reliability of the scales. However, the authors acknowledged that direct reassessment of the same factor structure was impossible as the questionnaire was split into two separate modules for data collection. Furthermore, the tool is designed to enable comparisons between as well as within organizations to take place, yet reliability has only previously been tested at the individual level. The current study is the first to examine the factor structure of the HSE MS Indicator Tool using organizational-level data. Data collected from 39 UK organizations (N=26,382) was used to perform a first-order Confirmatory Factor Analysis (CFA) on the original 35-item seven-factor measurement scale. The results showed an acceptable fit to the data for the instrument. A second-order CFA was also performed to test if the Indicator Tool contains a higher order uni-dimensional measure of work-related stress. These findings also revealed an acceptable fit to the data, suggesting that it may be possible to derive a single measure of work-related stress. Normative data comprising tables of percentiles from the organizational data are provided to enable employers to compare their organizational averages against national benchmarks.     

Key success factors when implementing a green-manufacturing system

This study proposes a three-layer assessment model to evaluate the performance of a green-manufacturing system (GMS) and identify the key success factors of its real-world implementation. The top layer of the model includes three dimensions – green design, green-manufacturing process and green packaging. The second and third layers include ten strategic subjects and 74 assessment factors, respectively. The weights in each layer are collected via a questionnaire and calculated using the analytical network process (ANP). Based on the ANP, the five key success factors for implementing the GMS in a company are proportion of non-toxic materials, compliance with eco-ordinances, proportion of biodegradable materials, environmental pollution per product and extent of process pollution. The practicality of the proposed model is demonstrated by evaluating three companies that produce similar products and share similar business models. The proposed model provides a valuable reference for real-world implementation of the GMS.     

师范院校普通话教学存在的问题及对策

普通话教学是师范院校大学生教育的一个重要的基础环节,目前尚存在着认识不足、识字量不够、规范读音意识不强、学习方法不够多样、教学方法单一,以及课时设置少、班级相对过大等问题,提出提高认识、增加识字量、增强规范读音意识、学习方法灵活、教学方法多种多样以及增加课时、缩减班级人数等措施,应该引起学生、教师和管理者的高度重视。     

按温度比例因子的低温双极晶体管优化设计

提出了一种按温度比例因子设计低温双极晶体管的设计规则。在考虑双极晶体管低温效应的前提下,着重分析了双极晶体管发射区和基区的浓度及宽度在低温下的变化情况。结合按温度比例子变化后任何特定温度下的双极晶体管电流增益和截止频率的优化结果,给出了这些参数在按温度比例因子规则设计时温度比例因子的变化参数。     

辽宁省综合交通运输体系内部分工合理性分析

综合交通运输体系分工合理性研究对促进各种运输方式合理分工、优势互补、协调发展起着重要作用。以平均里程系数为指标，运用实证分析法，得出目前辽宁省综合交通运输体系内部分工比较合理、各种运输方式之间互补性较强但竞争性不明显的结论，并指出应根据辽宁省经济发展需要在综合交通运输体系内部推行非平衡发展战略。     

中国农民贫困的政治因素分析

中国现行的政治体制架构决定了中国农村的政治生态现象：一是农民与市民相比政治权利缺失，没有权利和机会为自己争取利益；二是农民政治素质低下、政治参与意识淡薄，形成了“等、靠、要”的政治态度，没有为自己争取利益的意识;三是农民没有自己的组织去代表农民争取和保护自己的权益，使得农民在政治上“失语”，政治上的“失语”则又导致经济利益的受损。因此，解决农民的贫困问题，不仅要从经济的角度入手·也要从政治的角度考量。